Cooking a hot dog over an open flame is a pretty romantic idea, but it's harder than you think to make sure the insides are cooked as well as the outsides—I mean, just take a look at your traditional flame-grilled marshmallow, which ends up completely blackened on the outside and gooey on the inside. For a hot dog, a meat-item, actually fully cooking the item is of paramount importance.
Use a flat metal skewer, which transfers heat much more effectively than wooden skewers. The flatness of the rod allows for the dog to not slip around when you rotate it on the fire.
Make sure that you're grilling the dogs over a glowing pile of not-too-hot coals, not necessarily a raging fire. Hold your hand over the coals and if you can hold your hand over it for around 3-4 seconds without burning yourself (BE CAREFUL HERE FOLKS) then it's probably good to go.
Grill to perfection and then add toppings as desired.